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CRSH vs. TSLP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRSH and TSLP is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CRSH vs. TSLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Short TSLA Option Income Strategy ETF (CRSH) and Kurv Yield Premium Strategy Tesla ETF (TSLP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CRSH:

-0.75

TSLP:

0.84

Sortino Ratio

CRSH:

-0.82

TSLP:

1.45

Omega Ratio

CRSH:

0.89

TSLP:

1.18

Calmar Ratio

CRSH:

-0.70

TSLP:

0.93

Martin Ratio

CRSH:

-1.17

TSLP:

2.42

Ulcer Index

CRSH:

34.86%

TSLP:

17.61%

Daily Std Dev

CRSH:

56.55%

TSLP:

56.22%

Max Drawdown

CRSH:

-58.87%

TSLP:

-46.00%

Current Drawdown

CRSH:

-43.31%

TSLP:

-27.56%

Returns By Period

In the year-to-date period, CRSH achieves a 24.78% return, which is significantly higher than TSLP's -21.79% return.


CRSH

YTD

24.78%

1M

-5.01%

6M

-2.51%

1Y

-42.34%

5Y*

N/A

10Y*

N/A

TSLP

YTD

-21.79%

1M

11.90%

6M

-6.76%

1Y

47.05%

5Y*

N/A

10Y*

N/A

*Annualized

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CRSH vs. TSLP - Expense Ratio Comparison

Both CRSH and TSLP have an expense ratio of 0.99%.


Risk-Adjusted Performance

CRSH vs. TSLP — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRSH
The Risk-Adjusted Performance Rank of CRSH is 22
Overall Rank
The Sharpe Ratio Rank of CRSH is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of CRSH is 22
Sortino Ratio Rank
The Omega Ratio Rank of CRSH is 22
Omega Ratio Rank
The Calmar Ratio Rank of CRSH is 00
Calmar Ratio Rank
The Martin Ratio Rank of CRSH is 44
Martin Ratio Rank

TSLP
The Risk-Adjusted Performance Rank of TSLP is 7777
Overall Rank
The Sharpe Ratio Rank of TSLP is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLP is 8282
Sortino Ratio Rank
The Omega Ratio Rank of TSLP is 7979
Omega Ratio Rank
The Calmar Ratio Rank of TSLP is 8181
Calmar Ratio Rank
The Martin Ratio Rank of TSLP is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRSH vs. TSLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Short TSLA Option Income Strategy ETF (CRSH) and Kurv Yield Premium Strategy Tesla ETF (TSLP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current CRSH Sharpe Ratio is -0.75, which is lower than the TSLP Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of CRSH and TSLP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CRSH vs. TSLP - Dividend Comparison

CRSH's dividend yield for the trailing twelve months is around 130.81%, more than TSLP's 44.59% yield.


Drawdowns

CRSH vs. TSLP - Drawdown Comparison

The maximum CRSH drawdown since its inception was -58.87%, which is greater than TSLP's maximum drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for CRSH and TSLP. For additional features, visit the drawdowns tool.


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Volatility

CRSH vs. TSLP - Volatility Comparison


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